0.02Open0.01Pre Close10 Volume18 Open Interest406.00Strike Price20.00Turnover64.68%IV9.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0050Delta0.0008Gamma15031.33Leverage Ratio-0.0300Theta-0.0001Rho-75.83Eff Leverage0.0042Vega